+1,887.2%
DHR vs SPXS
-100.0%
+1,987.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | +0.2% |
| 7D | -2.4% | +1.2% | -3.7% | -2.0% |
| 30D | -2.2% | +5.2% | -7.3% | -0.6% |
| 3M | +9.0% | -9.2% | +18.1% | +6.2% |
| 6M | +3.5% | -29.6% | +33.1% | -5.9% |
| YTD | -10.1% | -27.6% | +17.5% | -17.2% |
| 1Y | +6.2% | -36.7% | +42.9% | -5.5% |
| 3Y | -5.4% | -79.8% | +74.5% | -34.9% |
| 5Y | -27.9% | -85.9% | +58.0% | -48.8% |
| 10Y | +215.7% | -99.5% | +315.3% | +5.6% |
| All | +1,887.2% | -100.0% | +1,987.2% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling